Non-equispaced B-spline wavelets

This paper has three main contributions. The first is the construction of wavelet transforms from B-spline scaling functions defined on a grid of non-equispaced knots. The new construction extends the equispaced, biorthogonal, compactly supported Cohen-Daubechies-Feauveau wavelets. The new construction is based on the factorisation of wavelet transforms into lifting steps. The second and third contributions are new insights on how to use these and other wavelets in statistical applications. The second contribution is related to the bias of a wavelet representation. It is investigated how the fine scaling coefficients should be derived from the observations. In the context of equispaced data, it is common practice to simply take the observations as fine scale coefficients. It is argued in this paper that this is not acceptable for non-interpolating wavelets on non-equidistant data. Finally, the third contribution is the study of the variance in a non-orthogonal wavelet transform in a new framework, replacing the numerical condition as a measure for non-orthogonality. By controlling the variances of the reconstruction from the wavelet coefficients, the new framework allows us to design wavelet transforms on irregular point sets with a focus on their use for smoothing or other applications in statistics.Comment: 42 pages, 2 figure

Construction of Hilbert Transform Pairs of Wavelet Bases and Gabor-like Transforms

We propose a novel method for constructing Hilbert transform (HT) pairs of wavelet bases based on a fundamental approximation-theoretic characterization of scaling functions--the B-spline factorization theorem. In particular, starting from well-localized scaling functions, we construct HT pairs of biorthogonal wavelet bases of L^2(R) by relating the corresponding wavelet filters via a discrete form of the continuous HT filter. As a concrete application of this methodology, we identify HT pairs of spline wavelets of a specific flavor, which are then combined to realize a family of complex wavelets that resemble the optimally-localized Gabor function for sufficiently large orders. Analytic wavelets, derived from the complexification of HT wavelet pairs, exhibit a one-sided spectrum. Based on the tensor-product of such analytic wavelets, and, in effect, by appropriately combining four separable biorthogonal wavelet bases of L^2(R^2), we then discuss a methodology for constructing 2D directional-selective complex wavelets. In particular, analogous to the HT correspondence between the components of the 1D counterpart, we relate the real and imaginary components of these complex wavelets using a multi-dimensional extension of the HT--the directional HT. Next, we construct a family of complex spline wavelets that resemble the directional Gabor functions proposed by Daugman. Finally, we present an efficient FFT-based filterbank algorithm for implementing the associated complex wavelet transform.Comment: 36 pages, 8 figure

The Recurrence Relation of B-Wavelets

Our goal is to construct smooth wavelet functions. In constructing such wavelet functions, we need a smooth scaling function to begin with. B-spline functions are suitable as our scaling function because they are piecewise polynomials with compact supports and are relatively smooth. B-wavelet functions are just dilations and translations of these B-spline functions. In addtion, we can find a recurrence relation of the B-spline functions with different order. Hence B-wavelets of any order can be constructed successively from the lower order ones

Identification of time-varying systems using multiresolution wavelet models

Identification of linear and nonlinear time-varying systems is investigated and a new wavelet model identification algorithm is introduced. By expanding each time-varying coefficient using a multiresolution wavelet expansion, the time-varying problem is reduced to a time invariant problem and the identification reduces to regressor selection and parameter estimation. Several examples are included to illustrate the application of the new algorithm

Adaptive Multi-Rate Wavelet Method for Circuit Simulation

In this paper a new adaptive algorithm for multi-rate circuit simulation encountered in the design of RF circuits based on spline wavelets is presented. The ordinary circuit differential equations are first rewritten by a system of (multi-rate) partial differential equations (MPDEs) in order to decouple the different time scales. Second, a semi-discretization by Rothe's method of the MPDEs results in a system of differential algebraic equations DAEs with periodic boundary conditions. These boundary value problems are solved by a Galerkin discretization using spline functions. An adaptive spline grid is generated, using spline wavelets for non-uniform grids. Moreover the instantaneous frequency is chosen adaptively to guarantee a smooth envelope resulting in large time steps and therefore high run time efficiency. Numerical tests on circuits exhibiting multi-rate behavior including mixers and PLL conclude the paper

Splines and Wavelets on Geophysically Relevant Manifolds

Analysis on the unit sphere $\mathbb{S}^{2}$ found many applications in seismology, weather prediction, astrophysics, signal analysis, crystallography, computer vision, computerized tomography, neuroscience, and statistics. In the last two decades, the importance of these and other applications triggered the development of various tools such as splines and wavelet bases suitable for the unit spheres $\mathbb{S}^{2}$, $\>\>\mathbb{S}^{3}$ and the rotation group $SO(3)$. Present paper is a summary of some of results of the author and his collaborators on generalized (average) variational splines and localized frames (wavelets) on compact Riemannian manifolds. The results are illustrated by applications to Radon-type transforms on $\mathbb{S}^{d}$ and $SO(3)$.Comment: The final publication is available at http://www.springerlink.co